+4,277.4%
MU vs CG
+308.6%
+3,968.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.3% |
| 7D | -15.2% | +2.0% | -17.2% | -15.9% |
| 30D | -29.5% | +8.5% | -38.1% | -32.8% |
| 3M | -15.8% | -12.1% | -3.6% | -10.1% |
| 6M | -2.9% | -16.4% | +13.6% | +5.9% |
| YTD | +154.2% | -28.0% | +182.2% | +197.7% |
| 1Y | +186.6% | -18.9% | +205.5% | +213.3% |
| 3Y | +871.5% | +51.2% | +820.2% | +632.0% |
| 5Y | +911.7% | -15.9% | +927.5% | +913.0% |
| 10Y | +4,277.4% | +305.9% | +3,971.4% | +1,908.3% |
| All | +4,277.4% | +308.6% | +3,968.8% | +1,908.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling